Starting from CAPM (Capital Assets Pricing Model) analysis, a new method for hedging portfolio risk with stock index futures is proposed.
从分析CAPM(资本资产定价模型)入手，提出了用股票指数期货来对冲股票组合风险的一种方法。
New method of evaluating the hedge performance which adopted the integrated index of mean, variance and low partial moments of the returns of the hedging portfolio was proposed.
本文提出了采用套保组合收益率的均值、方差和半方差作为综合衡量套保绩效指标的新方法。
According to the principle of finance engineering, we can design a zero - coupon bond to any given stock. We use the stock and the mentioned zero? Coupon bond to construct a hedging portfolio.
对于任意给定的一只股票，根据金融工程学的基本原理，我们在一定条件下能求解出一个零息票债券，并用上述的股票和零息票债券构建一个避险组合去规避风险。
For a fair value hedging of interest rate risk portfolio, the amortization shall be finished prior to the date of end of the relevant re-pricing period.
对于利率风险组合的公允价值套期，应当于相关重新定价期间结束日前摊销完毕。
Out-of-sample returns and risks in other sections show that portfolio hedging MS-DCC-GARCH model used by bank has better performance.
外显示样品返回和在其他章节的风险投资组合对冲的MS -催化裂解-GARCH模型的银行具有更好的性能使用。
Therefore, from Table 11 we know that bank enjoys better hedging performance while using portfolio hedging MS-DCC-GARCH model but not others.
因此，从表11我们知道，银行享有更好的性能，同时利用组合套期保值对冲的MS -催化裂解-GARCH模型而不是其他人。
We use fundamental analysis in our portfolio construction and derivatives in our portfolios for hedging.
我们用基本原理来分析有价证券的结构及对冲证券组合中的衍生产品。
We use fundamental analysis in our portfolio construction and derivatives in our portfolios for hedging.
我们用基本原理来分析有价证券的结构及对冲证券组合中的衍生产品。
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